0.0%
MSFT vs PTC
-38.1%
+38.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -5.5% | +4.4% | +1.1% |
| 7D | -1.4% | -12.8% | +11.4% | +4.2% |
| 30D | -1.0% | -9.8% | +8.8% | +3.0% |
| 3M | +20.2% | -2.1% | +22.3% | +20.2% |
| 6M | +21.3% | -18.1% | +39.4% | +30.4% |
| YTD | +2.8% | -23.5% | +26.3% | +12.6% |
| 1Y | 0.0% | -37.4% | +37.3% | +13.2% |
| All | 0.0% | -38.1% | +38.0% | +13.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded PTC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling